+967.7%
BX vs APD
+535.7%
+432.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.4% |
| 7D | -4.4% | -2.2% | -2.2% | -2.7% |
| 30D | +0.1% | +2.1% | -2.0% | -1.5% |
| 3M | +16.0% | +7.2% | +8.8% | +9.4% |
| 6M | +21.6% | +11.2% | +10.4% | +10.2% |
| YTD | -8.9% | +24.4% | -33.3% | -24.7% |
| 1Y | -16.6% | +6.7% | -23.3% | -23.5% |
| 3Y | +43.3% | +9.2% | +34.1% | +22.2% |
| 5Y | +25.7% | +27.4% | -1.7% | -7.0% |
| 10Y | +689.5% | +164.8% | +524.7% | +181.2% |
| All | +967.7% | +535.7% | +432.0% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded APD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling